In numerical data or text data stored with passage of time, a time series rule is often included. In order to find the time series rule, a time series pattern extraction apparatus is provided. In the time series pattern extraction apparatus, a usable pattern is extracted from the numerical data or the text data, and presented to an analyst. Examples of numerical data or the text data stored with passage of time include a daily report mentioning sales data or business information in a retail region, a diary recording daily biological data (such as a blood pressure or a pulse), a personal behavior or feeling in a health control region, daily stock price data in a financial region, and news mentioned in a newspaper.
In the time series pattern extraction apparatus of the prior art (Japanese Patent Disclosure (Kokai) No. 2004-287798, pages 7 and 8, and FIG. 12), even if information element in the time series data is either a numerical value or a text, a time series pattern is extracted from the high frequency time series data. Furthermore, even if information element in the time series data is a combination of numerical values and text, the time series pattern is extracted from the high frequency time series data.
In the above-mentioned time series pattern extraction apparatus, a time event representing what time series pattern exists can be extracted from the time series data. However, a time reason why the time series pattern is generated cannot be extracted from the time series data. Accordingly, the analyst must find the time reason by examining a generation process of the time series pattern.